+83.4%
SHAK vs CASY
+453.5%
-370.1%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.9% | +5.1% | +4.1% |
| 7D | -8.3% | -18.6% | +10.3% | +0.9% |
| 30D | -12.6% | -26.6% | +14.0% | +0.9% |
| 3M | +9.1% | -32.8% | +41.9% | +30.8% |
| 6M | -31.2% | -10.0% | -21.2% | -30.2% |
| YTD | -21.6% | +11.6% | -33.2% | -29.1% |
| 1Y | -38.8% | +11.5% | -50.3% | -44.9% |
| 3Y | +0.6% | +160.7% | -160.1% | -45.3% |
| 5Y | -22.5% | +232.4% | -254.9% | -64.1% |
| All | +83.4% | +453.5% | -370.1% | -35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CASY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling